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題名 | Uniqueness and Indeterminacy: The Marshall-Lerner Condition and Real Exchange Rate Dynamics=馬屢條件與實質匯率之內生波動 |
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作者 | 陳昭南; 陳思寬; 管中閔; Chen, Chau-nan; Chen, Shikuan; Kuan, Chung-ming; |
期刊 | 經濟論文叢刊 |
出版日期 | 20001200 |
卷期 | 28:4 2000.12[民89.12] |
頁次 | 頁401-408 |
分類號 | 563.2 |
語文 | eng |
關鍵詞 | 實質匯率; 不定性; Real exchange rates; Indeterminacy; |
中文摘要 | 本文建立實質匯率的單變數時間序列模型,然後利用G-7國家資料加以檢定。我們發現7國實質匯率皆可拒絕單根假設。 |
英文摘要 | This paper constructs a univariate time series model of real exchange rates. The model is tested on the data of G-7 countries. It is found that the random walk hypothesis can be rejected for the real exchange rate of all the G-7 countries and that a substantial part of observed fluctuations in the real exchange rates in these countries may be due to sunspots. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。